5N Plus Inc (VNP.TO)
6.63
-0.01
(-0.15%)
CAD |
TSX |
Nov 15, 16:00
5N Plus Max Drawdown (5Y): 77.45% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 77.45% |
| August 31, 2024 | 77.45% |
| July 31, 2024 | 77.45% |
| June 30, 2024 | 77.45% |
| May 31, 2024 | 77.45% |
| April 30, 2024 | 77.45% |
| March 31, 2024 | 77.45% |
| February 29, 2024 | 77.45% |
| January 31, 2024 | 77.45% |
| December 31, 2023 | 77.45% |
| November 30, 2023 | 77.45% |
| October 31, 2023 | 77.45% |
| September 30, 2023 | 77.45% |
| August 31, 2023 | 77.45% |
| July 31, 2023 | 77.45% |
| June 30, 2023 | 77.45% |
| May 31, 2023 | 77.45% |
| April 30, 2023 | 77.45% |
| March 31, 2023 | 77.45% |
| February 28, 2023 | 77.45% |
| January 31, 2023 | 77.45% |
| December 31, 2022 | 77.45% |
| November 30, 2022 | 77.45% |
| October 31, 2022 | 77.45% |
| September 30, 2022 | 77.45% |
| Date | Value |
|---|---|
| August 31, 2022 | 77.45% |
| July 31, 2022 | 77.45% |
| June 30, 2022 | 77.45% |
| May 31, 2022 | 77.45% |
| April 30, 2022 | 70.05% |
| March 31, 2022 | 70.05% |
| February 28, 2022 | 70.05% |
| January 31, 2022 | 70.05% |
| December 31, 2021 | 70.05% |
| November 30, 2021 | 70.05% |
| October 31, 2021 | 70.05% |
| September 30, 2021 | 70.05% |
| August 31, 2021 | 70.05% |
| July 31, 2021 | 72.89% |
| June 30, 2021 | 77.86% |
| May 31, 2021 | 77.86% |
| April 30, 2021 | 77.86% |
| March 31, 2021 | 77.86% |
| February 28, 2021 | 79.51% |
| January 31, 2021 | 80.28% |
| December 31, 2020 | 82.15% |
| November 30, 2020 | 86.49% |
| October 31, 2020 | 88.27% |
| September 30, 2020 | 89.48% |
| August 31, 2020 | 89.59% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
70.05%
Minimum
Aug 2021
90.29%
Maximum
Nov 2019
79.11%
Average
77.45%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| AAPKI Ventures Inc | 99.92% |
| Nexco Resources Inc | -- |
| Spey Resources Corp | 99.42% |
| MegaWatt Lithium and Battery Metals Corp | 99.91% |
| Mongoose Mining Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.088 |
| Beta (5Y) | 1.546 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.23% |
| Historical Sharpe Ratio (5Y) | 0.3907 |
| Historical Sortino (5Y) | 0.6128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.86% |